First Passage of a Markov Additive Process and Generalized Jordan Chains (Q3067845)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | First Passage of a Markov Additive Process and Generalized Jordan Chains |
scientific article |
Statements
First Passage of a Markov Additive Process and Generalized Jordan Chains (English)
0 references
13 January 2011
0 references
Lévy process
0 references
fluctuation theory
0 references
Markov additive process
0 references